+27.6%
DECK vs QSR
+55.7%
-28.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +6.4% | +3.9% | +2.5% | +4.6% |
| 30D | +9.1% | +9.3% | -0.2% | +4.8% |
| 3M | -7.2% | +5.9% | -13.1% | -9.8% |
| 6M | -9.9% | -1.0% | -9.0% | -9.8% |
| YTD | -12.8% | +16.7% | -29.5% | -20.0% |
| 1Y | +10.6% | +18.6% | -8.0% | +0.5% |
| 3Y | -13.8% | +25.4% | -39.2% | -27.3% |
| 5Y | +27.6% | +59.0% | -31.4% | -17.0% |
| All | +27.6% | +55.7% | -28.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling